If you're starting out, just hit the local thrift shops, vintage stores, and discount places. Then dye things or add band patches, safety pins, chains, studs, ribbons, leather strips, etc to taste. Alt fashion respects DIY.

In the pic above, the shoes look vintage, the tights look discount store, the cape looks like something I once bought a friend at TJ Maxx, the gloves might actually be hand-made. (ask grandma to knit something for you! she'll love it!)